Multiplayer - Problem With 3 Players

[asaegyn]

Hey guys,
I've been trying to do 3-way civ with a couple of our friends using Direct IP Connection.

I've been able to do this before with friends, but two of us can't seem to connect to one another - we get

"Connected to Established Peer - XX"
and then it says:
"An Incoming Player has failed to connect to you and is unable to join the game.
Please verify that your firewall allows incoming connections for Civ 4"

My friend is behind a firewall, and has opened his ports (he can connect to our other friend who hosts). I'm not behind a FW.

Any suggestions as to what we can do?

Thanks